+713.9%
PH vs P
+691.2%
+22.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.1% | -13.3% | +15.5% | +5.2% |
| 30D | +0.3% | -34.0% | +34.3% | +9.4% |
| 3M | -8.8% | +4.1% | -12.9% | -11.5% |
| 6M | +10.0% | +30.5% | -20.4% | -0.9% |
| YTD | +10.5% | +52.2% | -41.7% | -5.6% |
| 1Y | +15.5% | +10.3% | +5.2% | +5.1% |
| 3Y | +136.4% | +180.9% | -44.5% | +53.5% |
| 5Y | +213.6% | +259.7% | -46.1% | +81.9% |
| 10Y | +713.9% | +652.6% | +61.3% | +259.4% |
| All | +713.9% | +691.2% | +22.8% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling